Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-01 00:00:00+00:00 0.561722 0.629596 0.705796 0.798360 0.908684 1.037144 1.199792
2024-12-08 00:00:00+00:00 0.465142 0.545364 0.641443 0.766856 0.929095 1.136069 1.427259
2024-12-15 00:00:00+00:00 0.419757 0.510404 0.624900 0.783813 1.004917 1.312013 1.791322
2024-12-22 00:00:00+00:00 0.391501 0.491221 0.623184 0.816778 1.105151 1.540418 2.296814
2024-12-29 00:00:00+00:00 0.363016 0.467258 0.610603 0.831008 1.179522 1.747023 2.840792
2025-01-05 00:00:00+00:00 0.338213 0.444909 0.596568 0.839626 1.245396 1.955158 3.471640
2025-01-12 00:00:00+00:00 0.313731 0.420105 0.575490 0.833365 1.284528 2.125822 4.106441
2025-01-19 00:00:00+00:00 0.285770 0.387483 0.538969 0.796778 1.263660 2.177472 4.500585
2025-01-26 00:00:00+00:00 0.271887 0.374439 0.530922 0.805888 1.326609 2.413797 5.490911
2025-02-02 00:00:00+00:00 0.260043 0.363330 0.524549 0.816571 1.394139 2.680743 6.761875
2025-02-09 00:00:00+00:00 0.245967 0.347552 0.508965 0.808500 1.422212 2.865560 7.929463
2025-02-16 00:00:00+00:00 0.235675 0.336925 0.500824 0.812865 1.476995 3.135815 9.685944
2025-02-23 00:00:00+00:00 0.218634 0.314739 0.472047 0.776202 1.438815 3.157575 10.494926
2025-03-02 00:00:00+00:00 0.203906 0.295430 0.446795 0.743727 1.405058 3.184227 11.398520
2025-03-09 00:00:00+00:00 0.197974 0.290185 0.445571 0.758598 1.485081 3.580857 14.926645
2025-03-16 00:00:00+00:00 0.194801 0.289243 0.451763 0.789189 1.610661 4.188767 21.421861
2025-03-23 00:00:00+00:00 0.189361 0.284048 0.449727 0.802185 1.694741 4.705607 29.295007
2025-03-30 00:00:00+00:00 0.183656 0.278005 0.445582 0.810034 1.767222 5.227270 40.183437
2025-04-06 00:00:00+00:00 0.176663 0.269285 0.435694 0.803859 1.798989 5.604326 52.154635
2025-04-13 00:00:00+00:00 0.166788 0.254970 0.414165 0.768918 1.739582 5.543037 56.398567
2025-04-20 00:00:00+00:00 0.162599 0.250572 0.411524 0.777507 1.814181 6.174278 83.500287
2025-04-27 00:00:00+00:00 0.158834 0.246711 0.409627 0.787620 1.896663 6.922397 132.958793
2025-05-04 00:00:00+00:00 0.153436 0.239600 0.400774 0.779912 1.919780 7.368409 189.718480